-12.2%
GGLL vs FIVE
+63.3%
-75.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.7% | -0.2% | +5.9% |
| 7D | -23.1% | +7.5% | -30.6% | -23.7% |
| 30D | -32.9% | +16.7% | -49.6% | -34.2% |
| 3M | -44.9% | +13.4% | -58.2% | -45.7% |
| 6M | -49.5% | +9.0% | -58.6% | -48.8% |
| YTD | -28.9% | +33.8% | -62.7% | -33.1% |
| 1Y | -12.2% | +61.2% | -73.4% | -26.6% |
| All | -12.2% | +63.3% | -75.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling